BondOASTM - Accuracy You Can Count On

Selected Bond     
FEDERAL NATL MTG ASSN 6's due 04/18/2036
Issued 04/18/2006
Callable at 100.000 on 04/18/2016 (EUROPEAN)
Pmt Frequency
Semiannual
Amt Outstanding
1,174,160,000
Terms From:
Choose Benchmark Yield Curve & Interest Rate Volatility
Treasury (%)
3-mth
0.030
6-mth
0.125
2-yr
0.594
3-yr
0.928
5-yr
1.435
7-yr
1.761
10-yr
1.962
30-yr
2.536
Rates From:
LIBOR Swap (%)
3-mth
0.275
6-mth
0.405
2-yr
0.832
3-yr
1.148
5-yr
1.580
7-yr
1.828
10-yr
2.052
30-yr
2.376
Volatility %  
Price or OAS?
Price
OAS
 
Results
Valuation
Price
        
OAS (bps)
        
Accrued Int.
        
YTM
        
YTC
        
YTW
        
WAM
        
Sprd. to Treas. (bps)
        
Risk Measures Duration Convexity DV 01     Duration Convexity DV 01
Effective                              Modified                           

v1.11  Copyright © 2012 Andrew Kalotay Associates, Inc.